Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 1,61% | 0,65 CHF | 0,66 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 123 079 CHF | 125 079 CHF | 96,32% | 96,32% |
25/09/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 116 862 CHF | 118 862 CHF | 98,87% | 98,87% |
24/09/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 116 779 CHF | 118 779 CHF | 99,52% | 99,52% |
23/09/2024 | 1,91% | 0,57 CHF | 0,58 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 103 627 CHF | 105 627 CHF | 99,81% | 99,81% |
20/09/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 112 297 CHF | 114 297 CHF | 98,27% | 98,27% |
19/09/2024 | 1,96% | 0,48 CHF | 0,49 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 101 000 CHF | 103 000 CHF | 100,00% | 100,00% |
18/09/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 90 557 CHF | 92 557 CHF | 99,81% | 99,81% |
12/09/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 76 931 CHF | 78 931 CHF | 100,00% | 100,00% |
11/09/2024 | 2,40% | 0,38 CHF | 0,39 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 82 538 CHF | 84 538 CHF | 99,81% | 99,81% |
10/09/2024 | 1,88% | 0,49 CHF | 0,50 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 105 632 CHF | 107 632 CHF | 98,58% | 98,58% |